+411.5%
CAH vs ROL
+221.5%
+190.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.5% |
| 30D | +13.5% | +19.8% | -6.3% | +7.0% |
| 3M | +21.8% | +7.9% | +13.9% | +18.5% |
| 6M | +51.5% | -25.6% | +77.2% | +65.6% |
| YTD | +38.1% | -34.1% | +72.2% | +56.8% |
| 1Y | +37.7% | -31.4% | +69.1% | +54.2% |
| 3Y | +179.6% | +4.7% | +174.9% | +171.0% |
| 5Y | +504.9% | +15.6% | +489.3% | +454.2% |
| All | +411.5% | +221.5% | +190.0% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling